+108.1%
CSCO vs HIG
+95.7%
+12.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -12.6% | +5.4% | -18.0% | -13.5% |
| 3M | -16.0% | -0.9% | -15.1% | -15.9% |
| 6M | +2.8% | +4.8% | -1.9% | +1.4% |
| YTD | +33.2% | +0.9% | +32.3% | +32.5% |
| 1Y | +43.1% | +6.5% | +36.7% | +39.8% |
| All | +108.1% | +95.7% | +12.5% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling